+167.4%
MATV vs VT
+356.1%
-188.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.7% | -3.7% |
| 7D | -1.8% | -1.6% | -0.2% | -0.2% |
| 30D | -6.1% | -2.5% | -3.6% | -3.9% |
| 3M | +24.2% | -1.3% | +25.5% | +25.7% |
| 6M | +21.3% | +3.1% | +18.2% | +17.4% |
| YTD | -5.2% | +10.9% | -16.2% | -14.7% |
| 1Y | +11.0% | +12.1% | -1.0% | -1.0% |
| 3Y | -10.7% | +73.9% | -84.6% | -45.3% |
| 5Y | -62.6% | +58.0% | -120.6% | -75.1% |
| 10Y | -52.3% | +225.5% | -277.7% | -83.4% |
| All | +167.4% | +356.1% | -188.7% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling